| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 1 | 2.3 | 50 | 0 | 2 | (1) | (5) | 0 | 90 |
| 60 | 0 | 0 | 37 | 0 | 4 | (2) | (17) | (1) | 95 |
| 120 | 1 | 1.2 | 41 | 0 | 5 | (2) | (17) | (1) | 92 |
| 250 | 1 | 0.9 | 44 | 0 | 5 | (3) | (18) | (1) | 96 |
| 500 | 2 | 2 | 50 | 0 | 5 | (3) | (35) | (1) | 94 |
| 760 | 3 | 2.4 | 51 | 1 | 5 | (3) | (35) | (1) | 94 |
| 1260 | 2 | 1.7 | 50 | 0 | 4 | (3) | (35) | (1) | 95 |
| 2520 | 2 | 1.9 | 52 | 0 | 4 | (3) | (35) | (1) | 95 |
| All | 2 | 1.8 | 51 | 0 | 4 | (3) | (37) | (1) | 95 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.2 | 0.3 | 0.1 | 0 | 0.2 | 0 | 0.1 | 0.1 | 0 | 0.2 | 0.1 | 0.3 | 1.9 | 1.7 | 51.8 | 242.6 | (0.2) | (0.7) | 0.1 | 0 |
| 2017 | 0.7 | 0.4 | (0.4) | (0.1) | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.7 | 1.9 | 41.4 | 84 | (0.2) | (0.5) | 0.1 | 0 |
| 2016 | 0.1 | 1 | 0.1 | 0 | (0.1) | (0.2) | 0.1 | 0.3 | 0 | 0.2 | 0.2 | (0.2) | 1.5 | 1.6 | 49.6 | 236 | (0.2) | (0.6) | 0.1 | 0 |
| 2015 | 0.5 | 0.4 | 0.3 | 0.1 | 0.4 | 0.1 | 0.3 | 0.2 | 0.3 | 0.7 | 0.4 | (0.1) | 3.6 | 3 | 56.3 | 243 | (0.4) | (0.9) | 0.1 | 0.1 |
| 2014 | 0 | 0.2 | 0 | 0 | 0 | 0 | 0.3 | (0.2) | 0 | 0.2 | (0.2) | 1.7 | 2 | 1.8 | 51.2 | 246 | (0.2) | (0.6) | 0.1 | 0 |
| 2013 | 0.1 | (0.2) | (0.3) | 0 | 0.2 | 0.5 | 0.2 | 0 | 0.1 | 0 | (0.1) | (0.3) | 0.2 | 0.2 | 47 | 243 | (0.2) | (0.7) | 0.1 | 0 |
| 2012 | 0.5 | 0.2 | 0.5 | 0.1 | 0.6 | (0.2) | (0.2) | 0.3 | (0.3) | 0 | 0.3 | 0.2 | 2 | 1.8 | 54.9 | 245 | (0.2) | (0.8) | 0.1 | 0 |
| 2011 | 0.1 | 0.2 | (0.3) | 0.1 | 0 | 0.2 | 0.2 | 0.1 | 0.3 | 0.1 | 0.1 | 0.6 | 1.7 | 2.2 | 57 | 250 | (0.1) | (0.5) | 0.1 | 0.1 |
| 2010 | 0.3 | 0.1 | 0.5 | 0 | (0.1) | 0.2 | (0.2) | 0.7 | 0.1 | 0.3 | (0.1) | (0.3) | 1.5 | 1.7 | 56.5 | 247 | (0.2) | (0.7) | 0.1 | 0 |
| 2009 | 0.1 | 0.1 | (0.1) | (0.1) | 0.4 | 0.1 | 0.5 | 0.8 | 0.1 | (0.1) | 0.2 | 0.3 | 2.3 | 1.9 | 54 | 242 | (0.3) | (0.6) | 0.1 | 0 |
| 2008 | (0.2) | (0.1) | 0 | 0 | (0.1) | (0.2) | 1.2 | 0.7 | 0.5 | 0.8 | 0.1 | 1 | 3.7 | 3 | 51 | 243 | (0.2) | (0.5) | 0.1 | 0 |
| 2007 | (0.3) | 0 | (0.1) | 0 | 0 | 0.2 | 0.3 | 1 | (0.2) | (0.1) | 0.2 | 0 | 1 | 1.1 | 50.2 | 230 | (0.1) | (0.7) | 0.1 | 0 |
| 2006 | 0.5 | 1 | 0.1 | 0.2 | 0.3 | 0 | (0.4) | 0.7 | 1.3 | (0.2) | (0.2) | 1 | 4.3 | 3.1 | 53.6 | 227 | (0.2) | (0.6) | 0.1 | 0 |
| 2005 | (0.1) | (0.1) | (0.1) | 0 | 0.2 | 0 | (0.1) | (0.5) | 0 | 0.7 | 0.4 | 0.3 | 0.7 | 0.6 | 50.4 | 227 | (0.4) | (1) | 0.1 | 0 |
| 2004 | 0.2 | 0.1 | 0 | (0.2) | (0.2) | 0.2 | (0.1) | 0.5 | 0.4 | (0.3) | 0.7 | 0.8 | 2.1 | 2.1 | 51.4 | 235 | (0.2) | (0.7) | 0.1 | 0 |
| 2003 | 0 | (0.9) | 0.7 | 0 | 0.1 | (0.1) | 0.2 | 0 | (0.1) | 0.4 | 0.1 | 0.1 | 0.5 | 0.7 | 47.6 | 236 | (0.3) | (1) | 0.1 | 0 |
| 2002 | 0.5 | 0 | 0 | (0.1) | 0.6 | 0 | 0.1 | 0.7 | 0.3 | 0 | 0.1 | (0.2) | 2 | 2.3 | 51.2 | 211 | (0.3) | (0.4) | 0.1 | 0 |
| 2001 | 0.5 | 0.2 | (0.1) | (0.1) | 0.4 | 0.6 | (0.2) | 1.2 | 0.1 | 0 | 0.4 | 0.2 | 3.2 | 2.8 | 50.4 | 233 | (0.3) | (0.5) | 0.1 | 0 |
| 2000 | 0 | 0.2 | (0.1) | (0.1) | 0.4 | 0.1 | 0.3 | (0.5) | 0.2 | 0.2 | (0.4) | (0.2) | 0.1 | 0.1 | 42.9 | 210 | (0.2) | (0.8) | 0.1 | 0 |